+1,909.5%
COP vs XLB
+822.6%
+1,086.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.8% |
| 7D | +3.0% | -1.4% | +4.4% | +4.1% |
| 30D | +17.5% | -0.4% | +17.9% | +17.7% |
| 3M | +13.4% | +2.0% | +11.4% | +10.5% |
| 6M | +17.7% | +1.8% | +15.9% | +13.7% |
| YTD | +46.6% | +16.6% | +30.0% | +27.2% |
| 1Y | +44.6% | +16.9% | +27.7% | +24.8% |
| 3Y | +20.7% | +32.6% | -11.9% | -6.3% |
| 5Y | +185.0% | +35.6% | +149.4% | +116.2% |
| 10Y | +347.0% | +160.0% | +187.0% | +117.9% |
| All | +1,909.5% | +822.6% | +1,086.9% | +427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling